+550.3%
NVS vs VT
+374.2%
+176.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +4.0% | +0.4% | +3.6% | +3.7% |
| 30D | +3.6% | +1.0% | +2.6% | +3.0% |
| 3M | +7.8% | +2.4% | +5.4% | +6.2% |
| 6M | -0.2% | +12.0% | -12.2% | -6.4% |
| YTD | +19.6% | +15.3% | +4.2% | +10.4% |
| 1Y | +28.4% | +22.6% | +5.8% | +14.6% |
| 3Y | +76.2% | +74.7% | +1.5% | +28.5% |
| 5Y | +111.1% | +66.1% | +44.9% | +56.3% |
| 10Y | +224.3% | +225.0% | -0.7% | +63.8% |
| All | +550.3% | +374.2% | +176.1% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling